Rethinking_2: trace_to_dataframe() deprecation, move to InferenceData

[joannadiong]

trace_to_dataframe() in PyMC3 to save traces is currently implemented in Rethinking_2 notebooks (e.g. Chp_04). But the function is planned for deprecation, with Arviz being the intended package to save traces. As per this comment by @AlexAndorra, Arviz's InferenceData format is a superior replacement to this function as it can handle multidimensional data natively, with associated names instead of axis number alone. In future, all instances of trace_to_dataframe() in the Notebooks would need to be updated.

I attempted to update the following code section in Chp_04. I think the code below is part of the solution, but I can't work out how to get the covariance estimates needed for this section. I'm happy for a Developer to be assigned to fix this. Or I could be assigned and attempt to fix it if Alex or a fellow Dev could provide guidance, since I am new to Bayes and PyMC3. Happy to discuss, and thanks for the support!

# Code 4.32 
with pm.Model() as model: 
    pm_data = az.from_pymc3(trace=trace_4_1)

[AlexAndorra]

Thanks @joannadiong ! Yeah, what you're laying out sounds like a good plan. If you want, what we can do is that you open a WIP PR implementing the changes you have in mind and that work, and you also flag the parts where you're more hesitant or can't find how to do. Sounds good?

[joannadiong]

Hi @AlexAndorra , thanks for the speedy reply. Sounds like a good approach. Will keep this on my TODO list and hope to be in touch when ready. Cheers!

[DayuanJiang]

I tried this.

idata = az.from_pymc3(trace_4_1, model=m4_2)
trace_df = idata.posterior.to_dataframe()
trace_df.cov()

But it ends up with error.

---------------------------------------------------------------------------
ModuleNotFoundError                       Traceback (most recent call last)
/var/folders/ty/2zf3422s5bd91_vnjm_3wlqh0000gn/T/ipykernel_1341/434011363.py in <module>
----> 1 idata = az.from_pymc3(trace_4_1, model=m4_2)
      2 trace_df = idata.posterior.to_dataframe()
      3 trace_df.cov()
      4 # trace_df = pm.trace_to_dataframe(trace_4_1)
      5 # trace_df.cov()

~/opt/miniconda3/envs/pymc3/lib/python3.9/site-packages/arviz/data/io_pymc3_3x.py in from_pymc3(trace, prior, posterior_predictive, log_likelihood, coords, dims, model, save_warmup, density_dist_obs)
    578     InferenceData
    579     """
--> 580     return PyMC3Converter(
    581         trace=trace,
    582         prior=prior,

~/opt/miniconda3/envs/pymc3/lib/python3.9/site-packages/arviz/data/io_pymc3_3x.py in __init__(self, trace, prior, posterior_predictive, log_likelihood, predictions, coords, dims, model, save_warmup, density_dist_obs)
     73         density_dist_obs: bool = True,
     74     ):
---> 75         import pymc3
     76 
     77         try:

ModuleNotFoundError: No module named 'pymc3'

Both PyMC and arviz are the latest version. Running on PyMC v4.0.0b2 Running on arviz v0.11.4 I have to say that it is a really bad idea to change the name of a library :(